Highest value of source over the prior lookback_bars — excludes the current bar.

source accepts ANY value ref, not just a price field: an indicator, a spread, or a nested expression. That is what makes normalisations composable — e.g. a stochastic of the MACD line is (macd - rolling_min(macd)) / (rolling_max(macd) - rolling_min(macd)) built with binary_expr, with no dedicated indicator type.

Two behaviours to design around, both deliberate:

• The current bar is excluded (same convention as donchian), so a close-exceeds-max breakout is meaningful — the current bar cannot contaminate its own threshold. For a stochastic you want an INCLUSIVE window, so rebuild one with binary_expr: {"kind": "binary_expr", "op": "max", "left": <source>, "right": {"kind": "rolling_max", "source": <source>, "lookback_bars": N - 1}}
• NaN propagates: one missing value anywhere in the window returns NaN (no silent zero-substitution while source is still warming up), and a NaN operand makes the enclosing compare false. Indicators with their own NaN-compacting buffers — srsi_k, stochastic_k — do NOT behave this way, which is why they are not redundant with this ref.